+53,560.1%
ORLY vs CAG
+412.2%
+53,147.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -1.0% | -6.6% | +5.6% | +0.7% |
| 30D | -6.7% | +2.3% | -9.0% | -7.3% |
| 3M | -3.8% | +16.3% | -20.1% | -7.6% |
| 6M | -9.0% | -16.0% | +7.0% | -5.4% |
| YTD | -5.6% | -7.7% | +2.1% | -4.3% |
| 1Y | -19.5% | -16.0% | -3.5% | -16.6% |
| 3Y | +34.7% | -37.7% | +72.4% | +48.8% |
| 5Y | +118.0% | -41.2% | +159.3% | +142.7% |
| 10Y | +364.1% | -33.8% | +397.9% | +381.9% |
| All | +53,560.1% | +412.2% | +53,147.9% | +37,537.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling